+690.7%
MSTR vs XME
+401.9%
+288.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.3% |
| 7D | +9.3% | +3.6% | +5.7% | +6.1% |
| 30D | +36.5% | +3.6% | +32.9% | +33.0% |
| 3M | +7.3% | +1.2% | +6.1% | +6.5% |
| 6M | +2.2% | +9.0% | -6.8% | -4.8% |
| YTD | -10.2% | +15.9% | -26.1% | -20.0% |
| 1Y | -58.6% | +43.2% | -101.8% | -68.9% |
| 3Y | +283.2% | +137.4% | +145.8% | +104.1% |
| 5Y | +113.8% | +185.0% | -71.3% | +10.7% |
| 10Y | +690.7% | +409.5% | +281.3% | +202.9% |
| All | +690.7% | +401.9% | +288.8% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling